Hewlett Packard Enterprise Co (HPE)
16.93
+0.10
(+0.59%)
USD |
NYSE |
Apr 24, 16:00
16.86
-0.07
(-0.41%)
After-Hours: 20:00
Hewlett Packard Enterprise Max Drawdown (5Y): 56.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.91% |
February 29, 2024 | 56.91% |
January 31, 2024 | 56.91% |
December 31, 2023 | 56.91% |
November 30, 2023 | 56.91% |
October 31, 2023 | 56.91% |
September 30, 2023 | 56.91% |
August 31, 2023 | 56.91% |
July 31, 2023 | 56.91% |
June 30, 2023 | 56.91% |
May 31, 2023 | 56.91% |
April 30, 2023 | 56.91% |
March 31, 2023 | 56.91% |
February 28, 2023 | 56.91% |
January 31, 2023 | 56.91% |
December 31, 2022 | 56.91% |
November 30, 2022 | 56.91% |
October 31, 2022 | 56.91% |
September 30, 2022 | 56.91% |
August 31, 2022 | 56.91% |
July 31, 2022 | 56.91% |
June 30, 2022 | 56.91% |
May 31, 2022 | 56.91% |
April 30, 2022 | 56.91% |
March 31, 2022 | 56.91% |
Date | Value |
---|---|
February 28, 2022 | 56.91% |
January 31, 2022 | 56.91% |
December 31, 2021 | 56.91% |
November 30, 2021 | 56.91% |
October 31, 2021 | 56.91% |
September 30, 2021 | 56.91% |
August 31, 2021 | 56.91% |
July 31, 2021 | 56.91% |
June 30, 2021 | 56.91% |
May 31, 2021 | 56.91% |
April 30, 2021 | 56.91% |
March 31, 2021 | 56.91% |
February 28, 2021 | 56.91% |
January 31, 2021 | 56.91% |
December 31, 2020 | 56.91% |
November 30, 2020 | 56.91% |
October 31, 2020 | 56.91% |
September 30, 2020 | 56.91% |
August 31, 2020 | 56.91% |
July 31, 2020 | 56.91% |
June 30, 2020 | 56.91% |
May 31, 2020 | 56.91% |
April 30, 2020 | 56.91% |
March 31, 2020 | 56.91% |
February 29, 2020 | 35.15% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
35.15%
Minimum
Apr 2019
56.91%
Maximum
Mar 2020
52.92%
Average
56.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cisco Systems Inc | 41.97% |
NVIDIA Corp | 66.34% |
Dell Technologies Inc | 58.65% |
Juniper Networks Inc | 40.99% |
Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.44 |
Beta (5Y) | 1.208 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.90% |
Historical Sharpe Ratio (5Y) | 0.128 |
Historical Sortino (5Y) | 0.1973 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |